One of the top items on my web-project-wish-list is a client-side Twitter client written in JavaScript, without resorting to a proxy.

The problem

The technology needed to write web applications is named AJAX, but for security reasons, AJAX has one important limitation!
You can not make requests to another domain. Imagine what would happen if a malicious website would request your gmail inbox while you are logged in!

Alternatives

Because of this limitation, people started to look for other ways to make cross-domain request. Bring in JSONP!
JSONP allows you to request data from another domain by inserting a script tag with a src attribute referring to the data location. This is used in the Twitter widget showed in my sidebar.
JSONP has two limitations.

You give the other domain scripting access to your site, opening a potential XSS vulnerability.

You can only make a GET request.

iframes

Hidden iframes are another method to make asynchronous requests, but they to are limited to GET requests and are only accessible from the same domain.
I have not yet found a solution for the access problem, but I can make POST requests.